Related papers: A Gaussian process limit for the self-normalized E…

For $\alpha>0$ and $\sigma > 0$, we consider the following probability distribution on $\alpha\mathbb N_0$: $\pi_{\alpha,\sigma} = \exp \big(- \frac{\sigma}{{\alpha}^2}\big) \sum_{n=0}^{\infty} \frac{1}{n!}…

We compute exact asymptotic results for the probability of the occurrence of large deviations of the largest (smallest) eigenvalue of random matrices belonging to the Gaussian orthogonal, unitary and symplectic ensembles. In particular, we…

We obtain rates of convergence in limit theorems of partial sums $S_n$ for certain sequences of dependent, identically distributed random variables, which arise naturally in statistical mechanics, in particular, in the context of the…

For each $N\geq 1$, let $G_N$ be a simple random graph on the set of vertices $[N]=\{1,2, ..., N\}$, which is invariant by relabeling of the vertices. The asymptotic behavior as $N$ goes to infinity of correlation functions: $$ \mathfrak…

We consider correlated random variables $X_1,\dots,X_n$ taking values in $\{0,1\}$ such that, for any permutation $\pi$ of $\{1,\dots,n\}$, the random vectors $(X_1,\dots,X_n)$ and $(X_{\pi(1)},\dots,X_{\pi(n)})$ have the same distribution.…

For $X(n)$ a Rademacher or Steinhaus random multiplicative function, we consider the random polynomials $$ P_N(\theta) = \frac1{\sqrt{N}} \sum_{n\leq N} X(n) e(n\theta), $$ and show that the $2k$-th moments on the unit circle $$ \int_0^1…

Given a super-critical Galton-Watson process $\{Z_n\}$ and a positive sequence $\{\epsilon_n\}$, we study the limiting behaviors of $P(S_{Z_n}/Z_n\geq\epsilon_n)$ and $P(S_{Z_n}/m^n\geq\epsilon_n) $ with sums $S_{n}$ of i.i.d. random…

Ewens-Pitman's partition structure arises as a system of sampling consistent probability distributions on set partitions induced by the Pitman-Yor process. It is widely used in statistical applications, particularly in species sampling…

We study the $k$-core of a random (multi)graph on $n$ vertices with a given degree sequence. In our previous paper [Random Structures Algorithms 30 (2007) 50--62] we used properties of empirical distributions of independent random variables…

Let $S_n=\frac{1}{n}X_nX_n^*$ where $X_n=\{X_{ij}\}$ is a $p\times n$ matrix with i.i.d. complex standardized entries having finite fourth moments. Let $Y_n(\mathbf {t}_1,\mathbf {t}_2,\sigma)=\sqrt{p}({\mathbf {x}}_n(\mathbf…

This paper concerns the asymptotic behavior of a random variable $W_\lambda$ resulting from the summation of the functionals of a Gibbsian spatial point process over windows $Q_\lambda \uparrow R^d$. We establish conditions ensuring that…

Let $\lambda$ be a partition of the positive integer $n$, selected uniformly at random among all such partitions. Corteel et al. (1999) proposed three different procedures of sampling parts of $\lambda$ at random. They obtained limiting…

The Mallows model on $S_n$ is a probability distribution on permutations, $q^{d(\pi,e)}/P_n(q)$, where $d(\pi,e)$ is the distance between $\pi$ and the identity element, relative to the Coxeter generators. Equivalently, it is the number of…

The Pitman-Yor process is a random discrete measure. The random weights or masses follow the two-parameter Poisson-Dirichlet distribution with parameters $0<\alpha<1, \theta>-\alpha$. The parameters $\alpha$ and $\theta$ correspond to the…

We provide asymptotic expansions for the Stirling numbers of the first kind and, more generally, the Ewens (or Karamata-Stirling) distribution. Based on these expansions, we obtain some new results on the asymptotic properties of the mode…

The Pitman sampling formula has been intensively studied as a distribution of random partitions. One of the objects of interest is the length $K (= K_{n,\theta,\alpha})$ of a random partition that follows the Pitman sampling formula, where…

We characterize the limiting distributions of random variables of the form $P_n\left( (X_i)_{i \ge 1} \right)$, where: (i) $(P_n)_{n \ge 1}$ is a sequence of multivariate polynomials, each potentially involving countably many variables;…

An involution is a bijection that is its own inverse. Given a permutation $\sigma$ of $[n],$ let $\mathsf{invol}(\sigma)$ denote the number of ways $\sigma$ can be expressed as a composition of two involutions of $[n].$ We prove that the…

We study the fluctuations of eigenvalues from a class of Wigner random matrices that generalize the Gaussian orthogonal ensemble. We begin by considering an $n \times n$ matrix from the Gaussian orthogonal ensemble (GOE) or Gaussian…

Let $X_i = {X_i(t), t \in T}$ be i.i.d. copies of a centered Gaussian process $X = {X(t), t \in T}$ with values in $\mathbb{R}^d$ defined on a separable metric space $T.$ It is supposed that $X$ is bounded. We consider the asymptotic…